Related papers: A CLT for dependent random variables, with an appl…
Combining cross-section and time series data is a long and well established practice in empirical economics. We develop a central limit theory that explicitly accounts for possible dependence between the two data sets. We focus on common…
We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…
Statistical mechanics describes interaction between particles of a physical system. Particle properties of the system can be modelled with a random field on a lattice and studied at different distance scales using renormalization group…
We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. Probab. 5 (1977) 616--621] and motivated by Gordin [Soviet Math.…
This paper introduces a new concept of stochastic dependence among many random variables which we call conditional neighborhood dependence (CND). Suppose that there are a set of random variables and a set of sigma algebras where both sets…
Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…
We consider a class of interacting particle systems with values in $[0,\8)^{\zd}$, of which the binary contact path process is an example. For $d \ge 3$ and under a certain square integrability condition on the total number of the…
In this paper we survey some recent results on the central limit theorem and its weak invariance principle for stationary sequences. We also describe several maximal inequalities that are the main tool for obtaining the invariance…
We study sufficient conditions for the belonging of random process to certain Besov space and for the Central Limit Theorem (CLT) in these spaces. We investigate also the non-asymptotic tail behavior of normed sums of centered random…
Drees and Rootz\'en [2010] have proven central limit theorems (CLT) for empirical processes of extreme values cluster functionals built from $\beta$-mixing processes. The problem with this family of $\beta$-mixing processes is that it is…
In this paper, we derive asymptotic results for L^1-Wasserstein distance between the distribution function and the corresponding empirical distribution function of a stationary sequence. Next, we give some applications to dynamical systems…
In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…
Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…
Under the high-dimensional setting that data dimension and sample size tend to infinity proportionally, we derive the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix. Different…
M-dependence is a commonly used assumption in the study of dependent sequences. In this paper, central limit theorems for m-dependent random variables under the sub-linear expectations are established based mainly on the conditions of…
We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem (LCLT) for non-autonomous dynamical systems. A key advance is the extension of the spectral…
The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…
The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions…
A law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither necessarily identically distributed, nor necessarily all of…
We formulate and prove a new sufficient conditions for Central Limit Theorem(CLT) in the space of continuous functions in the terms typical for the approximation theory. We prove that the conditions for continuous CLT obtained by N.C.Jain…